+16.4%
KMI vs FXI
-12.5%
+28.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.7% | -3.9% | +2.2% | -1.8% |
| 30D | -2.7% | -2.1% | -0.6% | -2.8% |
| 3M | -0.7% | -0.5% | -0.2% | -0.5% |
| 6M | -5.0% | -4.5% | -0.4% | -4.6% |
| YTD | +15.5% | -9.2% | +24.7% | +15.8% |
| 1Y | +16.4% | -13.8% | +30.2% | +17.6% |
| All | +16.4% | -12.5% | +28.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling